OPTIMIZATION PROBLEM FOR A WIENER PROCESS

被引：0

作者：

VISHNUVAJJALA, RL

机构：

来源：

COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION | 1978年 / 7卷 / 04期

关键词：

D O I：

10.1080/03610917808812087

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：399 / 415

页数：17

共 50 条

[1] A FIRST PASSAGE PROBLEM FOR WIENER PROCESS
SHEPP, LA
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06): : 1912 - &
[2] A problem of Foldes and Puri on the Wiener process
Shi, Z
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1996, 348 (01) : 219 - 228
[3] A CONVERGENT RATE PROBLEM ASSOCIATED WITH THE WIENER PROCESS
刘坤会
Science China Mathematics, 1988, (04) : 385 - 394
[4] A CONVERGENT RATE PROBLEM ASSOCIATED WITH THE WIENER PROCESS
LIU, KH
SCIENTIA SINICA SERIES A-MATHEMATICAL PHYSICAL ASTRONOMICAL & TECHNICAL SCIENCES, 1988, 31 (04): : 385 - 394
[5] A CONVERGENT RATE PROBLEM ASSOCIATED WITH THE WIENER PROCESS
刘坤会
ScienceinChina,SerA., 1988, Ser.A.1988 (04) : 385 - 394
[6] Exact solutions to the homing problem for a Wiener process with jumps
Lefebvre, Mario
Moutassim, Abderrazak
OPTIMIZATION, 2021, 70 (02) : 307 - 319
[7] Inverse first-exit problem for the Wiener process
Harlamov B.P.
Journal of Mathematical Sciences, 2000, 99 (2) : 1201 - 1208
[8] DEREGULATION PROBLEM FOR A WIENER PROCESS IN THE PRESENCE OF PAYMENT FOR OBSERVATIONS
DZHAMBURIYA, LG
RUSSIAN MATHEMATICAL SURVEYS, 1984, 39 (01) : 149 - 150
[9] The ruin problem for a Wiener process with state-dependent jumps
Lefebvre, M.
JOURNAL OF APPLIED MATHEMATICS STATISTICS AND INFORMATICS, 2020, 16 (01) : 13 - 23
[10] AN OPTIMAL CONTROL PROBLEM FOR A WIENER PROCESS WITH RANDOM INFINITESIMAL MEAN
Lefebvre, Mario
Moutassim, Abderrazak
ATTI ACCADEMIA PELORITANA DEI PERICOLANTI-CLASSE DI SCIENZE FISICHE MATEMATICHE E NATURALI, 2019, 97

← 1 2 3 4 5 →